Stage select
Enable the "Hidden options" code and activate
the stage skip option. Then, press [L1] + [L2] + [R1]
+ [R2] during game play to display the stage select menu.
Press [Up] or [Down] and press [Triangle] or [X]
to select a new stage. Then, press [Start] to resume game
play at the selected stage.

Same character game
Start a two player game. Press [Start], [Select],
select a new character and press [X]. While the new character
appears in the blue ray, quickly press [Start], [Select]
on the other controller. Both players should now be playing the
same character.